Category: Markets

05 Nov 2018
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Asset Class scoreboard: Red October

Even if one of our favorite books/movies is the Hunt for Red October – it was a little disconcerting to see a sea of red on the asset class scoreboard in October – with nowhere to hide among traditional stocks and bonds or alternatives like Managed Futures, Hedge Funds, and Commodities.  No quarter was given […]

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01 Nov 2018

AMAZONIAN sized risk

We can’t help but stare at the Amazon ($AMZN) charts this month in amazement. An investment down -25% over the case of a few weeks is generally seen as an unmitigated disaster. As a sign of big problems and a failing business. But while Amazon has shed a quarter of its Trillion dollar value recently […]

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25 Oct 2018

VIX: Not All 1,000 pt drops are the same

We jokingly tweeted out yesterday how the VIX’s three different reactions to seemingly similar market sell offs this year has reminded us of the many faces of Jim Carrey. Here’s the imagery to go along with that concept:                   But all jokes aside, it’s worth noting the movement […]

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24 Oct 2018

Where’s the Non-Correlation?

Those in the alternative investment space have long trumpeted the power of alternative investments (and particularly managed futures) to perform in a stock market crisis (see our evidence of that here and here). There’s no doubting that managed futures have performed during past crisis periods, but as the disclaimer says – past performance is not necessarily […]

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11 Oct 2018

They’re baaacckkk – VIX pops 8mos after Feb 5th

ok Maybe it was the Cat 4 hurricane barreling down on the Florida panhandle which had everyone’s attention, but yesterday’s VIX spike sure didn’t feel like the one that brought people out in body bags back in February.  February 5th saw the Dow fall about 1,200 points, it’s worth point loss in history; while yesterday […]

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03 Oct 2018

Real Estate as a Portfolio Diversifier?

It seems like we’re working our way through the Ritholtz Wealth team’s posts recently, spending a bit of time on Barry’s views on disappearing Hedge Fund Performance, and then reading with interest Ben Carlson’s questioning post recently:  “Is Real Estate a Non Correlated Asset Class?”. Based on the title alone, we were ready to pounce […]

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26 Sep 2018

Hedge Fund Investors Great Reset

We talked a few weeks ago about ‘Why There’s Trillions in Hedge Funds with Stocks at All Time Highs’, and read with interest Barry Ritholtz’s Bloomberg piece lamenting “missing hedge fund performance”. We tweeted out our thoughts: It’s more of a function of hedge fund vol dropping below equity volatilityhttps://t.co/fRFhoeJzuC https://t.co/QWjIFlXYWN — RCM Alternatives (@rcmAlts) […]

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13 Sep 2018

Hurricanes and Markets

With Hurricane Florence barrling down on the Carolinas as we type this… we rounded up all our past musings on how hurricanes and markets have gotten along in the past. Hang in there Carolinians (is that a thing), we’ll be rooting for you.   HARVEY, IRMA, AND THE FUTURE OF WEATHER VOLATILITY   THE CLIMATE […]

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12 Sep 2018

Where’s the Wheat?

A drive across farming states of the US has a different look than it did maybe 20 years ago, but we’re not talking about shopping malls having popped up where there used to be a farm. We’re talking about the drive from say Cleveland to Dallas seeing less and less wheat – those famous “amber […]

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